Anic Equity¶

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Total return since start: 0.614 %¶

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Equity now: -----------------------------> 49314.83 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43379.04 Kr¶

PnL: ---------------------------------------> -1496.54 Kr¶

DD now: ---------------------------------> -7.164 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-22 16:59:29.764502'

Anic Portfolio¶

Today¶

Return: 0.195 %¶

This Week¶

Return: -2.831 %¶

Total portfolio value¶

Return including deposits: 61.444 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 -1.550000 1523.820000 100.820000 7.090000 1423.000014
Hennes & Mauritz B 6 1.880000 934.200000 22.200000 2.430000 912.000000
Nederman Holding 1 1.460000 209.000000 10.000000 5.030000 199.000000
JM 7 2.560000 954.800000 4.800000 0.510000 950.000002
Atrium Ljungberg B 5 -0.770000 896.500000 -7.500000 -0.830000 904.000000
Profoto Holding 7 -0.730000 572.600000 -9.400000 -1.620000 581.999999
INVISIO 15 -0.210000 3562.500000 -9.500000 -0.270000 3571.999995
ASSA ABLOY B 4 -0.810000 980.800000 -12.200000 -1.230000 993.000000
Bufab 3 0.280000 1061.400000 -14.600000 -1.360000 1076.000001
BioGaia B 8 -1.420000 888.000000 -16.000000 -1.770000 904.000000
Eastnine 6 -2.200000 640.800000 -16.200000 -2.470000 657.000000
Biotage 1 -1.350000 131.200000 -17.800000 -11.950000 149.000000
OX2 12 -0.130000 889.800000 -19.200000 -2.110000 909.000000
Vitrolife 3 -0.910000 652.200000 -24.800000 -3.660000 677.000001
Creaspac SPAC 40 -0.210000 3808.000000 -26.000000 -0.680000 3834.000000
Alimak Group 12 -0.490000 978.000000 -29.000000 -2.880000 1007.000004
AcadeMedia 20 -1.780000 948.800000 -29.200000 -2.990000 978.000000
Investor B 3 -0.480000 625.800000 -32.200000 -4.890000 657.999999
Hexatronic Group 15 -0.350000 1037.700000 -33.300000 -3.110000 1071.000000
Latour B 4 -0.870000 822.400000 -33.600000 -3.930000 856.000000
Sandvik 4 -1.020000 813.600000 -34.400000 -4.060000 848.000000
Addnode Group B 7 -0.640000 867.300000 -37.700000 -4.170000 904.999998
Byggmax Group 33 -0.560000 929.280000 -37.720000 -3.900000 966.999990
EQT 4 0.920000 835.200000 -37.800000 -4.330000 873.000000
Hoist Finance 36 -0.920000 972.000000 -39.000000 -3.860000 1010.999988
Vitec Software Group B 2 -1.020000 1065.000000 -39.000000 -3.530000 1104.000000
Sagax B 4 -1.260000 844.800000 -40.200000 -4.540000 885.000000
Platzer Fastigheter Holding B 12 0.130000 910.800000 -40.200000 -4.230000 951.000000
Sagax A 4 -0.470000 844.000000 -42.000000 -4.740000 886.000000
SKF B 5 -0.710000 937.750000 -42.250000 -4.310000 980.000000
Gränges 10 -2.260000 996.000000 -43.000000 -4.140000 1039.000000
Catena 2 -0.100000 762.000000 -44.000000 -5.460000 806.000000
HEXPOL B 8 0.360000 890.400000 -66.600000 -6.960000 957.000000
Orrön Energy 170 -2.110000 1933.750000 -112.250000 -5.490000 2045.999980
Hexagon B 26 -1.010000 3304.600000 -115.400000 -3.370000 3420.000012
VEF 788 -0.180000 1765.120000 -137.880000 -7.250000 1903.000300
Sedana Medical 93 1.090000 2589.120000 -394.460000 -13.220000 2983.577733
TOTAL 43379.040000 -1496.540000 -7.16396% 44875.578016

Updated:¶

'2023-06-22 16:59:47.004635'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶